Jiang, Hui; Dong, Xing - In: Statistical Papers 56 (2015) 1, pp. 257-268
We study the asymptotic behaviors for estimators of the parameters in the non-stationary Ornstein–Uhlenbeck process with linear drift. The law of iterated logarithm and limiting distribution for the estimators are obtained. Copyright Springer-Verlag Berlin Heidelberg 2015